I suggest you use gtk-chtheme to set the GTK2 options, and
qt-config (part of Qt) to set Qt options. KDE will use the Qt theme if you havn't set anything else, but you should be able to run
kcontrol and set a theme/fonts etc, if you want.
GNOME saves its configuration in their little registry. KDE saves in the Qt .ini format, under ~/.kde/ somewhere - can't remember or dig it up at the moment.
The GNOME and KDE enviroments rely on daemons running in the background. You can start the GNOME/KDE services yourself at login time, or just let them start when an application needs them.
gnome-settings-daemon is the GNOME one, I'm not sure if you need to start any KDE daemons except having dbus available.